As George, ala-xfire stated above the eurocharged tune is done after installing the other upgrades. It alters the parameters of the Engine Control/Power Train modules from the original factory settings. Assuming your car is original it has 68mm air intake at the throttle body and two air filters that sit above the engine which can absorb heat. Most of us who have installed a larger 74mm throttle body and larger more direct air intakes/filters retune the car to take better advantage of the "upgrades". There are other companies who can also do a retune of the electronic modules on the Crossfire/Mercedes SLK 320. You can go to their website and read the info there. EuroCharged for some reason was unable to work their magic through my old microsoft computer here at my home, so I found it necessary to travel to Atlanta, GA to one of their franchised locations and have the retune completed at that facility.
One other thing I would add to the list that ala-xfire mentioned is an oil catch can that is available from "Needswings" (google needswings). The catch can is placed in the emission control system between the vacuum lines from the valve train and the throttle body. It "catches" the oil that would otherwise be drawn into the throttle and general gums things up. It needs to be drained of oil accumulations at least at every oil change. I drain mine a time or two more than that. It should be the first thing on the list and I recommend you get it even if the other things are not done as it helps maintain the engine. It is a rather easy install.